+20.9%
CHRW vs ACI
-34.0%
+54.9%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.3% | +4.9% | +1.9% |
| 7D | +1.9% | -2.6% | +4.5% | +2.1% |
| 30D | +0.9% | +1.1% | -0.1% | +0.8% |
| 3M | -19.9% | -23.6% | +3.8% | -19.9% |
| 6M | -15.8% | -29.9% | +14.1% | -15.9% |
| YTD | -5.6% | -26.9% | +21.3% | -5.8% |
| All | +20.9% | -34.0% | +54.9% | +20.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded ACI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling